and how does this provider route your traffic to the internet? what does
http://www.whatismyip.com show? the IP address of the provider? in that case the open ports on the port scan can be open ports on the VPN provider server itself, NOT on your VPN client.
If you want to be sure, run wireshark on your VPN client , have it listen for tcp traffic port 445 and then rerun the port scan.
Also, how do you know 850 MB of data was transferred via your VPN?